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Likelihood ratio rank tests for the two-sample problem with randomly censored data. (English) Zbl 0743.62032
The authors construct a class of likelihood ratio rank tests for the two- sample problem of testing randomness versus cones of alternatives which are generated by a finite number of suitable score functions. These nonlinear rank tests improve the range of power sensitivity of the corresponding linear rank tests. The applicability of the asymptotics is demonstrated by Monte Carlo simulation.

MSC:
62G10 Nonparametric hypothesis testing
65C05 Monte Carlo methods
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References:
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